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We study the problem of model selection in causal inference, specifically for conditional average treatment effect (CATE) estimation. Unlike machine learning, there is no perfect analogue of cross-validation for model selection as we do not…

Machine Learning · Computer Science 2024-04-30 Divyat Mahajan , Ioannis Mitliagkas , Brady Neal , Vasilis Syrgkanis

For many kinds of interventions, such as a new advertisement, marketing intervention, or feature recommendation, it is important to target a specific subset of people for maximizing its benefits at minimum cost or potential harm. However, a…

Methodology · Statistics 2020-11-12 Yanbo Xu , Divyat Mahajan , Liz Manrao , Amit Sharma , Emre Kiciman

Developing tools for estimating heterogeneous treatment effects (HTE) and individualized treatment effects has been an area of active research in recent years. While these tools have proven to be useful in many contexts, a concern when…

Methodology · Statistics 2025-03-07 Mahsa Ashouri , Nicholas C. Henderson

Causal inference methods are widely applied in various decision-making domains such as precision medicine, optimal policy and economics. Central to causal inference is the treatment effect estimation of intervention strategies, such as…

Artificial Intelligence · Computer Science 2021-05-31 Tri Dung Duong , Qian Li , Guandong Xu

Why does a phenomenon occur? Addressing this question is central to most scientific inquiries and often relies on simulations of scientific models. As models become more intricate, deciphering the causes behind phenomena in high-dimensional…

Machine Learning · Statistics 2024-06-04 Armin Kekić , Bernhard Schölkopf , Michel Besserve

This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…

Methodology · Statistics 2019-11-14 P. Richard Hahn , Jared S. Murray , Carlos Carvalho

Estimation of conditional average treatment effects (CATEs) plays an essential role in modern medicine by informing treatment decision-making at a patient level. Several metalearners have been proposed recently to estimate CATEs in an…

Applications · Statistics 2022-09-07 Yizhe Xu , Nikolaos Ignatiadis , Erik Sverdrup , Scott Fleming , Stefan Wager , Nigam Shah

Causal inference has numerous real-world applications in many domains, such as health care, marketing, political science, and online advertising. Treatment effect estimation, a fundamental problem in causal inference, has been extensively…

Machine Learning · Computer Science 2023-02-03 Zhixuan Chu , Jianmin Huang , Ruopeng Li , Wei Chu , Sheng Li

Recursive decision trees are widely used to estimate heterogeneous causal treatment effects in experimental and observational studies. These methods are typically implemented using CART-type recursive partitioning and are often viewed as…

Statistics Theory · Mathematics 2026-03-19 Matias D. Cattaneo , Jason M. Klusowski , Ruiqi Rae Yu

The credibility revolution advances the use of research designs that permit identification and estimation of causal effects. However, understanding which mechanisms produce measured causal effects remains a challenge. The dominant current…

Econometrics · Economics 2026-04-08 Jiawei Fu , Tara Slough

Researchers are increasingly turning to machine learning (ML) algorithms to investigate causal heterogeneity in randomized experiments. Despite their promise, ML algorithms may fail to accurately ascertain heterogeneous treatment effects…

Methodology · Statistics 2024-04-23 Kosuke Imai , Michael Lingzhi Li

Many practical decision-making problems in economics and healthcare seek to estimate the average treatment effect (ATE) from observational data. The Double/Debiased Machine Learning (DML) is one of the prevalent methods to estimate ATE in…

Econometrics · Economics 2022-12-07 Yiyan Huang , Cheuk Hang Leung , Xing Yan , Qi Wu , Shumin Ma , Zhiri Yuan , Dongdong Wang , Zhixiang Huang

Conditional Average Treatment Effects (CATE) estimation is one of the main challenges in causal inference with observational data. In addition to Machine Learning based-models, nonparametric estimators called meta-learners have been…

Machine Learning · Statistics 2023-06-06 Naoufal Acharki , Ramiro Lugo , Antoine Bertoncello , Josselin Garnier

Estimating heterogeneous treatment effects (HTEs) from right-censored survival data is critical in high-stakes applications such as precision medicine and individualized policy-making. Yet, the survival analysis setting poses unique…

Machine Learning · Computer Science 2026-03-06 Shahriar Noroozizadeh , Xiaobin Shen , Jeremy C. Weiss , George H. Chen

Inferring the heterogeneous treatment effect is a fundamental problem in the sciences and commercial applications. In this paper, we focus on estimating Conditional Average Treatment Effect (CATE), that is, the difference in the conditional…

Methodology · Statistics 2021-03-23 Haomiao Meng , Xingye Qiao

Causal learning is the key to obtaining stable predictions and answering \textit{what if} problems in decision-makings. In causal learning, it is central to seek methods to estimate the average treatment effect (ATE) from observational…

Machine Learning · Statistics 2022-12-07 Yiyan Huang , Cheuk Hang Leung , Qi Wu , Xing Yan

Hierarchical reinforcement learning (HRL) improves the efficiency of long-horizon reinforcement-learning tasks with sparse rewards by decomposing the task into a hierarchy of subgoals. The main challenge of HRL is efficient discovery of the…

Machine Learning · Computer Science 2025-07-08 Sadegh Khorasani , Saber Salehkaleybar , Negar Kiyavash , Matthias Grossglauser

Transfer learning seeks to accelerate sequential decision-making by leveraging offline data from related agents. However, data from heterogeneous sources that differ in observed features, distributions, or unobserved confounders often…

Machine Learning · Computer Science 2025-07-10 Xueping Gong , Wei You , Jiheng Zhang

Individualized treatment rules (ITRs) are considered a promising recipe to deliver better policy interventions. One key ingredient in optimal ITR estimation problems is to estimate the average treatment effect conditional on a subject's…

Methodology · Statistics 2021-03-16 Hongming Pu , Bo Zhang

When treating depression, clinicians are interested in determining the optimal treatment for a given patient, which is challenging given the amount of treatments available. To advance individualized treatment allocation, integrating data…